+3,121.8%
MAR vs STRL
+28,967.0%
-25,845.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.0% | -14.8% | -1.3% |
| 7D | +0.2% | -13.3% | +13.6% | +1.0% |
| 30D | +14.0% | -43.3% | +57.4% | +19.5% |
| 3M | +18.1% | -46.9% | +65.0% | +24.3% |
| 6M | +18.6% | -65.6% | +84.2% | +28.6% |
| YTD | +35.3% | -5.1% | +40.3% | +30.4% |
| 1Y | +44.5% | -23.1% | +67.5% | +41.7% |
| 3Y | +120.7% | +346.8% | -226.1% | +77.9% |
| 5Y | +164.1% | +907.2% | -743.1% | +95.2% |
| 10Y | +515.5% | +3,988.2% | -3,472.7% | +296.1% |
| All | +3,121.8% | +28,967.0% | -25,845.2% | +2,066.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling